The author analyzes theoretical sources with the view of operationalization and systemization of the notions of risk as well as the notions that are connected to it. This article provides a detailed overview of the definition of risk and its components; it also identifies external and internal sources of uncertainty as one of the main components of risk situation. This article is seen as an attempt to analyze a risky situation and recognize whether the phenomenon of risk is the factor of organizational behaviour. And still there are relevant though unsolved theoretical and practical issues concerning the problem of individual psychological disposition to risk in connection with individual personal peculiarities and social conditions.